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Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series Early View

  • Journal: Journal of Time Series Analysis
  • Authors: Gregory Rice, Marco Shum
  • Published Date: Feb 13, 2019

When considering two or more time series of functional data objects, for instance those derived from densely observed intraday stock price data of several companies, the empirical cross‐covariance...

Evaluating functional covariate‐environment interactions in the Cox regression model Early View

  • Journal: Canadian Journal of Statistics
  • Authors: Ling Zhou, Haoqi Li, Huazhen Lin, Peter X.‐K. Song
  • Published Date: Feb 13, 2019

Résumé Les enfants exposés à des perturbateurs endocriniens comme les phtalates courrent un risque élevé de problèmes relatifs à leur croissance et leur maturation sexuelle. Les auteurs s'intéressent...

Robust network‐based regularization and variable selection for high‐dimensional genomic data in cancer prognosis Early View

  • Journal: Genetic Epidemiology
  • Authors: Jie Ren, Yinhao Du, Shaoyu Li, Shuangge Ma, Yu Jiang, Cen Wu
  • Published Date: Feb 11, 2019

Abstract In cancer genomic studies, an important objective is to identify prognostic markers associated with patients' survival. Network‐based regularization has achieved success in variable...

Large‐scale automated forecasting for network safety and security monitoring Early View

  • Journal: Applied Stochastic Models in Business and Industry
  • Authors: Roi Naveiro, Simón Rodríguez, David Ríos Insua
  • Published Date: Feb 11, 2019

Abstract Large‐scale real‐time streaming data pose major challenges to forecasting, in particular, defying the presence of human experts to perform the required analysis. We present here a class of...

Bayesian semiparametric Markov switching stochastic volatility model Early View

  • Journal: Applied Stochastic Models in Business and Industry
  • Authors: Audronė Virbickaitė, Hedibert F. Lopes
  • Published Date: Feb 11, 2019

Abstract This paper proposes a novel Bayesian semiparametric stochastic volatility model with Markov switching regimes for modeling the dynamics of the financial returns. The distribution of the error...

Bayesian analysis for step‐stress accelerated life testing under progressive interval censoring Early View

  • Journal: Applied Stochastic Models in Business and Industry
  • Authors: Christian Kohl, Maria Kateri
  • Published Date: Feb 11, 2019

Abstract A step‐stress accelerated life testing model is considered for progressive type‐I censored experiments when the tested items are not monitored continuously but inspected at prespecified time...

Marginal false discovery rate control for likelihood‐based penalized regression models Early View

  • Journal: Biometrical Journal
  • Authors: Ryan E. Miller, Patrick Breheny
  • Published Date: Feb 11, 2019

Abstract The popularity of penalized regression in high‐dimensional data analysis has led to a demand for new inferential tools for these models. False discovery rate control is widely used in...

Assessing pleiotropy and mediation in genetic loci associated with chronic obstructive pulmonary disease Early View

  • Journal: Genetic Epidemiology
  • Authors: Margaret M. Parker, Sharon M. Lutz, Brian D. Hobbs, Robert Busch, MerryLynn N. McDonald, Peter J. Castaldi, Terri H. Beaty, John E. Hokanson, Edwin K. Silverman, Michael H. Cho
  • Published Date: Feb 11, 2019

Abstract Genetic association studies have increasingly recognized variant effects on multiple phenotypes. Chronic obstructive pulmonary disease (COPD) is a heterogeneous disease with environmental and...

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